As with all Microsoft products, it depends on what you want to do and what license you buy (which is, itself, a thoroughly confusing subject).
We started using PowerBI Desktop to develop a dashboard to publish as a public web page. All stats are calculated using R and then bundled into the dashboard. Recently, I wanted to have PowerBI use the record table to calculate stuff on the fly. We're relying on Microsoft's servers for hosting, and PowerBI Server has too many limitations to do this: it can only do simple aggregations, cannot include R visuals, and I refuse to write statistical equations in PowerBI's custom query language. Sadly, I doubt my IT would maintain a Shiny server for just two statisticians proficient in R.
It could be that PowerBI meets all your needs. In that case, great. But make sure beforehand! The limits it has are hard walls, and I've never had much luck looking for help. The Desktop version is free, and the Pro version has a demo, so play around with those first.